L'art de l'analyse du risque-pays : Etude empirique dans les pays émergents

作者: Faouzi Boujedra

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摘要: Cet article identifie les determinants du risque-pays par categorie de risque afin d'apporter une evaluation globale et resoudre le probleme d'heterogeneite des criteres dans vingt-huit pays en developpement sur la periode 1984-2003. Pour atteindre cet objectif, nous utilisons l'analyse discriminante, employons methode "rating" l'estimation "Logit-Probit". A l'instar Frank Cline (1971) Sargen (1977), determinons maniere empirique facteurs risque-pays. Les resultats creent scores severite, qui devraient etre integres etroitement strategies d'investissement developpement.

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